In the upper part of the Timeline Header (where the TimeCode is) you will see a little "house" looking icon with a + beside it. Move the CTI (Current Time Indicator) to where you desire to place the Chapter Marker, and hit that icon. One will be added.
Now, if you have GOP material on your Timeline, you will only be able to add a Chapter Marker on an I-Frame. If you have material that is I-Frame only, you can add a Chapter Marker to any Frame that you desire.